def test(self):
problem = CyCoinMpsIO()
problem.readMps(os.path.join(currentFilePath, '../input/hs268.qps'))
self.assertEqual(problem.nVariables, 5)
self.assertEqual(problem.nConstraints, 5)
self.assertTrue(
[chr(s)
for s in problem.constraintSigns] == problem.nConstraints * ['G'])
c = problem.matrixByRow
self.assertTrue((abs(c.elements - np.array([
-1., -1., -1., -1., -1., 10., 10., -3., 5., 4., -8., 1., -2., -5.,
3., 8., -1., 2., 5., -3., -4., -2., 3., -5., 1.
])) <= 10**-8).all())
self.assertTrue((abs(c.indices - np.array([
0, 1, 2, 3, 4, 0, 1, 2, 3, 4, 0, 1, 2, 3, 4, 0, 1, 2, 3, 4, 0, 1,
2, 3, 4
])) <= 10**-8).all())
self.assertTrue((abs(c.vectorStarts - np.array([0, 5, 10, 15, 20, 25]))
<= 10**-8).all())
self.assertTrue(
(abs(problem.rightHandSide - np.array([-5., 20., -40., 11., -30.]))
<= 10**-8).all())
H = problem.Hessian.todense()
self.assertTrue(
(abs(H - np.matrix([[20394., -24908., -2026., 3896., 658.],
[-24908., 41818., -3466., -9828., -372.],
[-2026., -3466., 3510., 2178., -348.],
[3896., -9828., 2178., 3030., -44.],
[658., -372., -348., -44., 54.]])) <= 10**
-8).all())
def readQPS(inputFilename):
problem = CyCoinMpsIO()
problem.readMps(inputFilename)
n = problem.nVariables
m = problem.nConstraints
signs = problem.constraintSigns
iEq = [i for i in range(len(signs)) if chr(signs[i]) == 'E']
numberOfEqualities = len(iEq)
iInEq = [i for i in range(len(signs)) if i not in iEq]
numberOfInequalities = len(iInEq)
c = problem.matrixByRow
el = c.elements
col = c.indices
start = c.vectorStarts
coefs = csr_matrixPlus((el, col, start), shape=(m, n))
# an invalid value for initialization
# This wont make any problems because we always
# check number of equalties and
# inequalities first, before accessing them
A = C = b = c_up = c_low = 0
rhs = problem.rightHandSide
if numberOfEqualities:
A = csr_matrixPlus(coefs[iEq])
b = rhs[iEq]
if numberOfInequalities:
C = csr_matrixPlus(coefs[iInEq])
c_up = problem.constraintUpper[iInEq]
c_low = problem.constraintLower[iInEq]
Hessian = problem.Hessian
x_low = problem.variableLower
x_up = problem.variableUpper
c = problem.objCoefficients
return (Hessian, c, A, b, C, c_low, c_up, x_low, x_up,
n, len(iEq), len(iInEq), problem.objectiveOffset)
def readQPS(inputFilename):
problem = CyCoinMpsIO()
problem.readMps(inputFilename)
n = problem.nVariables
m = problem.nConstraints
signs = problem.constraintSigns
iEq = [i for i in range(len(signs)) if chr(signs[i]) == 'E']
numberOfEqualities = len(iEq)
iInEq = [i for i in range(len(signs)) if i not in iEq]
numberOfInequalities = len(iInEq)
c = problem.matrixByRow
el = c.elements
col = c.indices
start = c.vectorStarts
coefs = csr_matrixPlus((el, col, start), shape=(m, n))
# an invalid value for initialization
# This wont make any problems because we always
# check number of equalties and
# inequalities first, before accessing them
A = C = b = c_up = c_low = 0
rhs = problem.rightHandSide
if numberOfEqualities:
A = csr_matrixPlus(coefs[iEq])
b = rhs[iEq]
if numberOfInequalities:
C = csr_matrixPlus(coefs[iInEq])
c_up = problem.constraintUpper[iInEq]
c_low = problem.constraintLower[iInEq]
Hessian = problem.Hessian
x_low = problem.variableLower
x_up = problem.variableUpper
c = problem.objCoefficients
return (Hessian, c, A, b, C, c_low, c_up, x_low, x_up, n, len(iEq),
len(iInEq), problem.objectiveOffset)
def test(self):
problem = CyCoinMpsIO()
problem.readMps(os.path.join(currentFilePath, '../input/hs268.qps'))
self.assertEqual(problem.nVariables, 5)
self.assertEqual(problem.nConstraints, 5)
self.assertTrue([chr(s) for s in problem.constraintSigns] ==
problem.nConstraints * ['G'])
c = problem.matrixByRow
self.assertTrue((abs(c.elements -
np.array([-1., -1., -1., -1., -1., 10.,
10., -3., 5., 4., -8.,
1., -2., -5., 3., 8., -1.,
2., 5., -3., -4., -2.,
3., -5., 1.])) <= 10 ** -8).all())
self.assertTrue((abs(c.indices -
np.array([0, 1, 2, 3, 4, 0, 1, 2,
3, 4, 0, 1, 2, 3, 4, 0,
1, 2, 3, 4, 0, 1, 2,
3, 4])) <= 10 ** -8).all())
self.assertTrue((abs(c.vectorStarts -
np.array([0, 5, 10, 15, 20, 25])) <=
10 ** -8).all())
self.assertTrue((abs(problem.rightHandSide -
np.array([-5., 20., -40., 11., -30.])) <=
10 ** -8).all())
H = problem.Hessian.todense()
self.assertTrue((abs(H -
np.matrix([[20394., -24908., -2026., 3896., 658.],
[-24908., 41818., -3466., -9828., -372.],
[-2026., -3466., 3510., 2178., -348.],
[3896., -9828., 2178., 3030., -44.],
[658., -372., -348., -44., 54.]])) <= 10 ** -8).all())
